A Time Series Bootstrap Procedure for Interpolation Intervals Articles uri icon

publication date

  • January 2008

start page

  • 1792

end page

  • 1805


  • 4


  • 52

International Standard Serial Number (ISSN)

  • 0167-9473

Electronic International Standard Serial Number (EISSN)

  • 1872-7352


  • A sieve bootstrap procedure for constructing interpolation intervals for a general class of linear processes is proposed. This sieve bootstrap provides consistent estimators of the conditional distribution of the missing values, given the observed data. A Monte Carlo experiment is used to show the finite sample properties of the sieve bootstrap and finally, the performance of the proposed method is illustrated with a real data example.